+203.8%
WDAY vs NWSA
+97.3%
+106.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | +2.5% | -11.3% | +13.8% | +7.6% |
| 3M | +8.8% | -8.1% | +16.8% | +12.4% |
| 6M | +60.7% | -0.7% | +61.4% | +60.5% |
| YTD | -11.2% | +1.3% | -12.6% | -12.3% |
| 1Y | -15.6% | -1.3% | -14.3% | -15.7% |
| 3Y | -17.1% | +28.4% | -45.5% | -27.4% |
| 5Y | -35.7% | +15.3% | -51.0% | -42.3% |
| 10Y | +130.4% | +142.7% | -12.3% | +35.5% |
| All | +203.8% | +97.3% | +106.6% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling